1. NEVER choose HP.
2. If you want a
cheap gaming laptop do not buy alienware, they are heavily overpriced.
3. The ASUS ROG series that Matsi are talking about is VERY good. I have had the pleasure of testing the ROG series, and it is simply perfect! It is a bit pricey though.
4. At least get a graphics card with a HD6750 or higher from AMD, a 560 or higher from nVidia.
5. While INTEL Sandy Bridge is very good, it is also very pricey, you will be better off having a cheap CPU and a good graphics card when gaming. It is very rare that the CPU becomes a bottleneck if you are not using the best of the best graphics cards out there.
6. I recommend ASUS and packard Bell. Simply because many laptops comes with 99999999 useless programs which is just eating the power, especially HP is a bad one on this matter. Packard Bell, which I am using myself, is quite good software-wise. The software provided is not heavy, and you can actually uninstall those you do not want to have. ASUS knows not to put useless programs in their laptops, so you wont have any problems there.
There, that should get you started.
EDIT:
I was just looking at the laptops you are linking to. None of them will have just a small chance of being a gaming laptop. The HP is just sad, it has a two generation old graphics card, and not only that, in the generation that graphics card is from, it is the worst of the worst.
The packard Bell is using the onboard graphics card from the Sandy Bridge CPU. I have tested the performance of that for the hardware site I am writing for, and I can say, it can just run source if you are lucky. I tested the core i7 2600K, and that could handle cs source with decent FPS on 1024x768 with all on medium. If you want to be able to play the games you want, you need at least 200+ FPS average with 1600x1200 and all on max, cs source is not a very heavy game to run.
The Toshiba laptop you have found has the brand new platform called Llano from AMD. The laptop version is called Sabine I belive (I have very recently tested the laptop versions which is called Lynx, and right now I am testing motherboards for it). The onboard performance is way better than what Sandy Bridge can deliver, but it is still not good enough for gaming. The test results that I got is on the article I wrote for the Lynx platform here:
http://hwt.dk/LiteratureDetails.aspx...rePageID=32356
I know that it is danish, but you can look at the graphs to see the performance, they are written in English. The onboard Sandy Bridge was also tested against this platform, so you can see the difference, however, the tests is done with the core i5 2500K and not the i7 2600K.
Lastly the alienware...
It's just sad how the can advertise that it is a gaming laptop, yet it has a VERY sucky graphics card from nVidia. You will be better off with the Toshiba or the Packard Bell than that MX11 laptop.
Alienware is overrated and it looks stupid. Asus on the other hand looks like normal laptop. 
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